Mercurial > octave
annotate scripts/signal/arma_rnd.m @ 28789:28de41192f3c
Eliminate unneeded verification of nargin, nargout in m-files.
* FIRfilter.m, FIRfilter_aggregation.m, get.m, polynomial.m,
polynomial_superiorto.m, polynomial2.m, makeUniqueStrings.m, base64decode.m,
base64encode.m, cd.m, lin2mu.m, record.m, sound.m, soundsc.m, accumarray.m,
accumdim.m, bitcmp.m, bitset.m, cart2pol.m, celldisp.m, circshift.m,
cplxpair.m, cumtrapz.m, flip.m, idivide.m, interpft.m, logspace.m, pol2cart.m,
polyarea.m, postpad.m, prepad.m, rat.m, rot90.m, rotdim.m, shift.m, shiftdim.m,
sortrows.m, trapz.m, dsearch.m, dsearchn.m, getappdata.m, getpixelposition.m,
guidata.m, guihandles.m, isappdata.m, listfonts.m, uigetdir.m,
waitforbuttonpress.m, __makeinfo__.m, doc.m, get_first_help_sentence.m,
autumn.m, bone.m, brighten.m, cmpermute.m, cmunique.m, colorcube.m, contrast.m,
cool.m, copper.m, cubehelix.m, flag.m, gray.m, gray2ind.m, hot.m, hsv.m,
im2double.m, im2frame.m, imformats.m, jet.m, lines.m, ocean.m, pink.m, prism.m,
rainbow.m, rgbplot.m, spinmap.m, spring.m, summer.m, viridis.m, white.m,
winter.m, beep.m, importdata.m, is_valid_file_id.m, javachk.m, javaclasspath.m,
findstr.m, genvarname.m, strmatch.m, bandwidth.m, commutation_matrix.m, cond.m,
cross.m, isdefinite.m, ishermitian.m, issymmetric.m, krylov.m, linsolve.m,
logm.m, lscov.m, null.m, ordeig.m, orth.m, rank.m, rref.m, vecnorm.m,
bunzip2.m, citation.m, computer.m, copyfile.m, dir.m, dos.m, fileattrib.m,
gunzip.m, inputParser.m, inputname.m, ismac.m, ispc.m, isunix.m, license.m,
list_primes.m, methods.m, mkdir.m, movefile.m, nargchk.m, news.m,
orderfields.m, recycle.m, tar.m, unix.m, unpack.m, untar.m, unzip.m, ver.m,
version.m, what.m, zip.m, decic.m, fminbnd.m, fminunc.m, fsolve.m, fzero.m,
glpk.m, humps.m, lsqnonneg.m, optimget.m, pqpnonneg.m, sqp.m, pathdef.m,
camlookat.m, hidden.m, specular.m, plotmatrix.m, smooth3.m, sombrero.m,
stemleaf.m, __gnuplot_drawnow__.m, __opengl_info__.m, ancestor.m, cla.m,
close.m, closereq.m, copyobj.m, gca.m, gcf.m, ginput.m, graphics_toolkit.m,
groot.m, hgload.m, hgsave.m, isgraphics.m, ishold.m, linkaxes.m, meshgrid.m,
newplot.m, refresh.m, refreshdata.m, rotate.m, saveas.m, struct2hdl.m, conv.m,
mkpp.m, mpoles.m, padecoef.m, pchip.m, polyder.m, polyfit.m, polygcd.m,
polyint.m, polyout.m, polyval.m, ppder.m, ppint.m, getpref.m, ispref.m,
rmpref.m, profexport.m, profshow.m, powerset.m, arch_fit.m, arma_rnd.m,
blackman.m, detrend.m, diffpara.m, fftconv.m, fftfilt.m, filter2.m, freqz.m,
freqz_plot.m, hamming.m, hanning.m, sinetone.m, sinewave.m, spectral_adf.m,
spectral_xdf.m, stft.m, unwrap.m, gplot.m, ichol.m, ilu.m, spdiags.m, sprand.m,
sprandn.m, spstats.m, svds.m, treelayout.m, treeplot.m, betainc.m,
betaincinv.m, ellipke.m, gammainc.m, gammaincinv.m, legendre.m, pow2.m,
hankel.m, pascal.m, rosser.m, toeplitz.m, bounds.m, corr.m, cov.m, histc.m,
kendall.m, kurtosis.m, mad.m, mode.m, moment.m, prctile.m, quantile.m, range.m,
ranks.m, run_count.m, skewness.m, spearman.m, std.m, var.m, zscore.m,
dec2base.m, dec2bin.m, dec2hex.m, index.m, mat2str.m, native2unicode.m,
ostrsplit.m, strjoin.m, strjust.m, strtok.m, substr.m, unicode2native.m,
untabify.m, __debug_octave__.m, demo.m, example.m, fail.m, oruntests.m,
dump_demos.m, speed.m, test.m, date.m, datenum.m, datestr.m, datevec.m,
is_leap_year.m, now.m, weekday.m:
Eliminate unneeded verification of nargin, nargout in m-files now that
the interpreter checks these values.
author | Rik <rik@octave.org> |
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date | Thu, 24 Sep 2020 14:44:58 -0700 |
parents | b09432b20a84 |
children | 7854d5752dd2 |
rev | line source |
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1 ######################################################################## |
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2 ## |
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3 ## Copyright (C) 1995-2020 The Octave Project Developers |
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4 ## |
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5 ## See the file COPYRIGHT.md in the top-level directory of this |
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6 ## distribution or <https://octave.org/copyright/>. |
3426 | 7 ## |
3922 | 8 ## This file is part of Octave. |
9 ## | |
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10 ## Octave is free software: you can redistribute it and/or modify it |
3922 | 11 ## under the terms of the GNU General Public License as published by |
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12 ## the Free Software Foundation, either version 3 of the License, or |
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13 ## (at your option) any later version. |
3426 | 14 ## |
3922 | 15 ## Octave is distributed in the hope that it will be useful, but |
3191 | 16 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 ## GNU General Public License for more details. |
3426 | 19 ## |
3191 | 20 ## You should have received a copy of the GNU General Public License |
7016 | 21 ## along with Octave; see the file COPYING. If not, see |
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22 ## <https://www.gnu.org/licenses/>. |
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23 ## |
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24 ######################################################################## |
3191 | 25 |
3449 | 26 ## -*- texinfo -*- |
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27 ## @deftypefn {} {} arma_rnd (@var{a}, @var{b}, @var{v}, @var{t}, @var{n}) |
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28 ## Return a simulation of the ARMA model. |
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29 ## |
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30 ## The ARMA model is defined by |
3449 | 31 ## |
32 ## @example | |
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33 ## @group |
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34 ## x(n) = a(1) * x(n-1) + @dots{} + a(k) * x(n-k) |
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35 ## + e(n) + b(1) * e(n-1) + @dots{} + b(l) * e(n-l) |
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36 ## @end group |
3449 | 37 ## @end example |
3191 | 38 ## |
3449 | 39 ## @noindent |
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40 ## in which @var{k} is the length of vector @var{a}, @var{l} is the length of |
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41 ## vector @var{b} and @var{e} is Gaussian white noise with variance @var{v}. |
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42 ## The function returns a vector of length @var{t}. |
3191 | 43 ## |
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44 ## The optional parameter @var{n} gives the number of dummy @var{x}(@var{i}) |
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45 ## used for initialization, i.e., a sequence of length @var{t}+@var{n} is |
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46 ## generated and @var{x}(@var{n}+1:@var{t}+@var{n}) is returned. If @var{n} |
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47 ## is omitted, @var{n} = 100 is used. |
3449 | 48 ## @end deftypefn |
3426 | 49 |
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50 function x = arma_rnd (a, b, v, t, n = 100) |
3191 | 51 |
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52 if (nargin < 4) |
6046 | 53 print_usage (); |
5568 | 54 endif |
3191 | 55 |
5568 | 56 if ((min (size (a)) > 1) || (min (size (b)) > 1)) |
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57 error ("arma_rnd: A and B must not be matrices"); |
5568 | 58 endif |
3426 | 59 |
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60 if (! isscalar (t)) |
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61 error ("arma_rnd: T must be a scalar"); |
5568 | 62 endif |
3426 | 63 |
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64 if (! isscalar (n)) |
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65 error ("arma_rnd: N must be a scalar"); |
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66 endif |
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67 |
5568 | 68 ar = length (a); |
69 br = length (b); | |
3426 | 70 |
5568 | 71 a = reshape (a, ar, 1); |
72 b = reshape (b, br, 1); | |
3426 | 73 |
8506 | 74 ## Apply our notational convention. |
75 a = [1; -a]; | |
5568 | 76 b = [1; b]; |
77 | |
78 n = min (n, ar + br); | |
3191 | 79 |
5568 | 80 e = sqrt (v) * randn (t + n, 1); |
81 | |
82 x = filter (b, a, e); | |
83 x = x(n + 1 : t + n); | |
3191 | 84 |
85 endfunction |